Birnbaum–Saunders statistical modelling: a new approach. (February 2014)

• Record Type: Journal Article
• Authors: Leiva, Víctor; Santos-Neto, Manoel; Cysneiros, Francisco José A; Barros, Michelli
• Is Part Of: Statistical modelling. Volume 14:Number 1(2014)
• Page Start: 21
• Page End: 48
• Publication Date: 2014-02
• Subjects: Birnbaum–Saunders distribution -- data analysis -- influence diagnostics -- Monte Carlo methods -- reparameterization -- residuals; Linear models (Statistics) -- Periodicals; Mathematical models -- Periodicals; Modèles linéaires (Statistique) -- Périodiques; Modèles mathématiques -- Périodiques; Modèle statistique; Modèle linéaire; Modélisation statistique; Périodique électronique (Descripteur de forme); Ressource Internet (Descripteur de forme); 519.5011
• DOI: 10.1177/1471082X13494532
• Languages: English
• ISSNs: 1471-082X

Abstract

Modelling based on the Birnbaum–Saunders distribution has received considerable attention in recent years. In this article, we introduce a new approach for Birnbaum–Saunders regression models, which allows us to analyze data in their original scale and to model non-constant variance. In addition, we propose four types of residuals for these models and conduct a simulation study to establish which of them has a better performance. Moreover, we develop methods of local influence by calculating the normal curvatures under different perturbation schemes. Finally, we perform a statistical analysis with real data by using the approach proposed in the article. This analysis shows the potentiality of our proposal.